
Kreider, Brent, "Coefficient Regression Identification Decay in the Presence of Infrequent Errors," 
                     Review of Economics and Statistics, Nov. 2010, Vol. 92, No. 4, 1017-23.



Software: Gauss 9



Directions to produce results in Tables 1 and 2:



Table 1:

   1. Use the Gauss program in the Table 1 folder.

   2. In the "01-begin.txt" file, choose the desired value of p1 and n (corresponding to values presented in Table 1).

   3. Run the "01-begin.txt" file.


Table 2:

   1. Use the Gauss program in the Table 2 folder.

   2. In the "USER SETTINGS" section of the "01-begin.txt" file, choose the following desired values:

         max_allowed_errors = 4;   (set to 4 errors for Table 2 results; 
                                    set to 1, 2, or 3 errors for faster results with fewer allowed errors)     

         use_probit         = 1;   (set to 1 to use probit, 0 to use OLS)
         use_OLS            = 0;   (set to 1 to use OLS,    0 to use probit)


   3. Run the "01-begin.txt" file.




